Asymptotics of Bayesian median loss estimation

DOI10.1016/j.jmva.2010.04.013zbMath1203.62025OpenAlexW2072551513MaRDI QIDQ990880

Chi Wai Yu, Bertrand S. Clarke

Publication date: 1 September 2010

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.04.013

zbMATH Keywords

posteriorasymptoticsloss functionmedianregressionleast trimmed squares estimatorleast median of squares estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) General nonlinear regression (62J02)

Related Items (2)

Median loss decision theory ⋮ Asymptotics of Bayesian median loss estimation

Uses Software

• nlmdl

Cites Work

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• Cube root asymptotics
• Asymptotics of Bayesian median loss estimation
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Bayesian nonparametrics
• Least trimmed squares in nonlinear regression under dependence
• Least Median of Squares Regression
• Objective Bayesian model selection in Gaussian graphical models
• Bayesian Model Selection using Test Statistics
• Mixtures of g Priors for Bayesian Variable Selection
• Regression Quantiles
• Convergence properties of conditional medians
• Consistency of the least median of squares estimator in nonlinear regression
• The Selection of Prior Distributions by Formal Rules
• Probability for Statisticians
• The Bernstein-Von Mises Theorem for Markov Processes
• Robust Estimates of Location: Survey and Advances

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